#include "zerocouponbondwrap.h"

ZeroCouponBondWrap::ZeroCouponBondWrap(QuantLib::ZeroCouponBond bond, double factor, int settlementDate, double price):QuantLib::ZeroCouponBond(bond)
{
	factor_ = factor;
	settlementDate_ = settlementDate;
	price_ = price;
}

ZeroCouponBondWrap::~ZeroCouponBondWrap(void){}

QuantLib::Real ZeroCouponBondWrap::NPV()
{
		return	QuantLib::ZeroCouponBond::NPV() * factor_;
}